Note on asymptotic behavior of spatial sign autocovariance matrices

被引：0
|
作者：
Voutilainen, Marko [1 ]
Ilmonen, Pauliina [2 ]
Viitasaari, Lauri [3 ]
Lietzen, Niko [4 ]
机构：
[1] Univ Turku, Dept Accounting & Finance, Turku, Finland
[2] Aalto Univ, Dept Math & Syst Anal, Espoo, Finland
[3] Uppsala Univ, Dept Math, Uppsala, Sweden
[4] Univ Turku, Dept Math & Stat, Turku, Finland
来源：
STATISTICS & PROBABILITY LETTERS | 2023年 / 192卷
基金：
芬兰科学院;
关键词：
Spatial sign; Autocovariance matrix; Gaussian subordinated process;
D O I：
10.1016/j.spl.2022.109679
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider the asymptotic properties of the spatial sign autocovariance matrix for Gaussian subordinated processes with a known location parameter.(c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
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